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C3 AI 11.38 -0.58 -4.85%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $11.32
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.7% ±$0.42 $10.91 – $11.74 $10.82 – $11.83 $10.43 – $12.22
2 sessions ±5.1% ±$0.58 $10.75 – $11.90 $10.62 – $12.03 $10.07 – $12.58
3 sessions ±6.5% ±$0.74 $10.59 – $12.06 $10.45 – $12.20 $9.77 – $12.88
1 week ±8.2% ±$0.93 $10.40 – $12.25 $10.19 – $12.46 $9.35 – $13.30
2 weeks ±11.5% ±$1.31 $10.02 – $12.63 $9.71 – $12.94 $8.54 – $14.11
3 weeks ±14.3% ±$1.62 $9.71 – $12.94 $9.32 – $13.33 $7.91 – $14.74
1 month Earnings ±17.9% ±$2.03 $9.30 – $13.35 $8.81 – $13.84 $7.07 – $15.58
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AI reports in 19 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±12.76%
Average actual move
9.01%
Beyond the implied move
2 / 7
Median IV change
-35.85%
Reaction session Implied Actual Used ATM IV before → after
September 03, 2026 ±13.88% +3.61% 0.26× —
May 08, 2026 ±3.29% +3.03% 0.92× 73.0% → 71.9%
February 26, 2026 ±13.68% -18.53% 1.35× —
September 04, 2025 ±11.87% -7.31% 0.62× 88.7% → 52.7%
May 29, 2025 ±13.71% +20.76% 1.52× 101.2% → 76.0%
February 27, 2025 ±15.02% -9.68% 0.64× 108.9% → 69.9%
December 10, 2024 ±17.87% +0.12% 0.01× 142.4% → 82.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →